ADI spectral collocation methods for parabolic problems

We discuss the Crank–Nicolson and Laplace modified alternating direction implicit Legendre and Chebyshev spectral collocation methods for a linear, variable coefficient, parabolic initial-boundary value problem on a rectangular domain with the solution subject to non-zero Dirichlet boundary conditio...

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Published inJournal of computational physics Vol. 229; no. 13; pp. 5182 - 5193
Main Authors Bialecki, B., de Frutos, J.
Format Journal Article
LanguageEnglish
Published Kidlington Elsevier Inc 01.07.2010
Elsevier
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ISSN0021-9991
1090-2716
DOI10.1016/j.jcp.2010.03.033

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Abstract We discuss the Crank–Nicolson and Laplace modified alternating direction implicit Legendre and Chebyshev spectral collocation methods for a linear, variable coefficient, parabolic initial-boundary value problem on a rectangular domain with the solution subject to non-zero Dirichlet boundary conditions. The discretization of the problems by the above methods yields matrices which possess banded structures. This along with the use of fast Fourier transforms makes the cost of one step of each of the Chebyshev spectral collocation methods proportional, except for a logarithmic term, to the number of the unknowns. We present the convergence analysis for the Legendre spectral collocation methods in the special case of the heat equation. Using numerical tests, we demonstrate the second order accuracy in time of the Chebyshev spectral collocation methods for general linear variable coefficient parabolic problems.
AbstractList We discuss the Crank-Nicolson and Laplace modified alternating direction implicit Legendre and Chebyshev spectral collocation methods for a linear, variable coefficient, parabolic initial-boundary value problem on a rectangular domain with the solution subject to non-zero Dirichlet boundary conditions. The discretization of the problems by the above methods yields matrices which possess banded structures. This along with the use of fast Fourier transforms makes the cost of one step of each of the Chebyshev spectral collocation methods proportional, except for a logarithmic term, to the number of the unknowns. We present the convergence analysis for the Legendre spectral collocation methods in the special case of the heat equation. Using numerical tests, we demonstrate the second order accuracy in time of the Chebyshev spectral collocation methods for general linear variable coefficient parabolic problems.
Author Bialecki, B.
de Frutos, J.
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10.1137/0103003
10.1090/S0025-5718-1989-0969489-7
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Issue 13
Keywords Crank–Nicolson
Legendre and Chebyshev polynomials
Parabolic initial-boundary value problems
Spectral collocation
ADI
Laplace modified
Second order
Band structure
Spectral method
Heat equation
Chebyshev polynomial
Boundary conditions
Calculation methods
Crank-Nicolson
Fast Fourier transforms
Discretization
Dirichlet problem
Boundary-value problems
Initial value problems
Calculation
Legendre polynomials
Language English
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Snippet We discuss the Crank–Nicolson and Laplace modified alternating direction implicit Legendre and Chebyshev spectral collocation methods for a linear, variable...
We discuss the Crank-Nicolson and Laplace modified alternating direction implicit Legendre and Chebyshev spectral collocation methods for a linear, variable...
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SubjectTerms ADI
Chebyshev approximation
Coefficients
Collocation methods
Computational techniques
Crank–Nicolson
Dirichlet problem
Exact sciences and technology
Laplace modified
Legendre and Chebyshev polynomials
Mathematical analysis
Mathematical methods in physics
Mathematical models
Parabolic initial-boundary value problems
Physics
Spectra
Spectral collocation
Spectral lines
Title ADI spectral collocation methods for parabolic problems
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